+1,548.3%
FERG vs GPC
+446.1%
+1,102.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +2.3% | +8.9% | +10.7% |
| 7D | +7.3% | +0.8% | +6.5% | +7.2% |
| 30D | +18.1% | -1.1% | +19.2% | +18.4% |
| 3M | +1.6% | -6.6% | +8.3% | +3.1% |
| 6M | +8.5% | +22.2% | -13.7% | +3.5% |
| YTD | +18.6% | +5.1% | +13.5% | +16.4% |
| 1Y | +5.7% | +2.8% | +2.9% | +4.3% |
| 3Y | +74.0% | +2.4% | +71.6% | +70.3% |
| 5Y | +83.9% | +7.8% | +76.1% | +79.5% |
| 10Y | +494.6% | +87.2% | +407.3% | +438.3% |
| All | +1,548.3% | +446.1% | +1,102.2% | +1,458.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling